From 2a35f68ac4ba682fcacf9d003efda6fc4c16209c Mon Sep 17 00:00:00 2001 From: Elizabeth Hunt Date: Mon, 27 Nov 2023 13:27:49 -0700 Subject: [PATCH] add least dominant eigenvalue --- inc/lizfcm.h | 3 +++ src/eigen.c | 35 +++++++++++++++++++++++++++++++++++ test/eigen.t.c | 24 ++++++++++++++++++++++++ 3 files changed, 62 insertions(+) diff --git a/inc/lizfcm.h b/inc/lizfcm.h index 4cdba8d..295aab0 100644 --- a/inc/lizfcm.h +++ b/inc/lizfcm.h @@ -76,6 +76,9 @@ extern double fixed_point_secant_bisection_method(double (*f)(double), extern double dominant_eigenvalue(Matrix_double *m, Array_double *v, double tolerance, size_t max_iterations); +extern double least_dominant_eigenvalue(Matrix_double *m, Array_double *v, + double tolerance, + size_t max_iterations); extern Matrix_double *leslie_matrix(Array_double *age_class_surivor_ratio, Array_double *age_class_offspring); #endif // LIZFCM_H diff --git a/src/eigen.c b/src/eigen.c index 36ccc92..8fcf5c4 100644 --- a/src/eigen.c +++ b/src/eigen.c @@ -48,3 +48,38 @@ double dominant_eigenvalue(Matrix_double *m, Array_double *v, double tolerance, return lambda; } + +double least_dominant_eigenvalue(Matrix_double *m, Array_double *v, + double tolerance, size_t max_iterations) { + assert(m->rows == m->cols); + assert(m->rows == v->size); + + double shift = 0.0; + Matrix_double *m_c = copy_matrix(m); + for (size_t y = 0; y < m_c->rows; ++y) + m_c->data[y]->data[y] = m_c->data[y]->data[y] - shift; + + double error = tolerance; + size_t iter = max_iterations; + double lambda = shift; + Array_double *eigenvector_1 = copy_vector(v); + + while (error >= tolerance && (--iter) > 0) { + Array_double *eigenvector_2 = solve_matrix_lu_bsubst(m_c, eigenvector_1); + Array_double *normalized_eigenvector_2 = + scale_v(eigenvector_2, 1.0 / linf_norm(eigenvector_2)); + free_vector(eigenvector_2); + eigenvector_2 = normalized_eigenvector_2; + + Array_double *mx = m_dot_v(m, eigenvector_2); + double new_lambda = + v_dot_v(mx, eigenvector_2) / v_dot_v(eigenvector_2, eigenvector_2); + + error = fabs(new_lambda - lambda); + lambda = new_lambda; + free_vector(eigenvector_1); + eigenvector_1 = eigenvector_2; + } + + return lambda; +} diff --git a/test/eigen.t.c b/test/eigen.t.c index f271bf2..0ad0bd0 100644 --- a/test/eigen.t.c +++ b/test/eigen.t.c @@ -43,6 +43,30 @@ UTEST(eigen, leslie_matrix_dominant_eigenvalue) { free_matrix(leslie); } +UTEST(eigen, least_dominant_eigenvalue) { + + Matrix_double *m = InitMatrixWithSize(double, 3, 3, 0.0); + m->data[0]->data[0] = 2.0; + m->data[0]->data[1] = 2.0; + m->data[0]->data[2] = 4.0; + m->data[1]->data[0] = 1.0; + m->data[1]->data[1] = 4.0; + m->data[1]->data[2] = 7.0; + m->data[2]->data[1] = 2.0; + m->data[2]->data[2] = 6.0; + + double expected_least_dominant_eigenvalue = 0.87689; // 5 - sqrt(17) + double tolerance = 0.0001; + uint64_t max_iterations = 64; + + Array_double *v_guess = InitArrayWithSize(double, 3, 2.0); + double approx_least_dominant_eigenvalue = + least_dominant_eigenvalue(m, v_guess, tolerance, max_iterations); + + EXPECT_NEAR(expected_least_dominant_eigenvalue, + approx_least_dominant_eigenvalue, tolerance); +} + UTEST(eigen, dominant_eigenvalue) { Matrix_double *m = InitMatrixWithSize(double, 2, 2, 0.0); m->data[0]->data[0] = 2.0;